+375.1%
META vs XEL
+147.3%
+227.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.9% |
| 7D | +6.0% | +1.3% | +4.7% | +5.7% |
| 30D | +3.6% | -1.5% | +5.1% | +3.9% |
| 3M | +4.9% | -0.2% | +5.1% | +4.8% |
| 6M | -4.7% | -5.4% | +0.7% | -3.9% |
| YTD | -6.9% | +5.6% | -12.5% | -8.7% |
| 1Y | -18.2% | +10.5% | -28.6% | -20.9% |
| 3Y | +107.8% | +49.2% | +58.6% | +80.4% |
| 5Y | +63.9% | +30.1% | +33.8% | +48.2% |
| 10Y | +375.1% | +146.7% | +228.4% | +282.5% |
| All | +375.1% | +147.3% | +227.8% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling